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Representation of BSDE-based dynamic risk measures and dynamic capital allocations
Kromer, Eduard; Overbeck, Ludger - In: International journal of theoretical and applied finance 17 (2014) 5, pp. 1-16
Persistent link: https://www.econbiz.de/10010437199
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Optimal capital allocation principles
Dhaene, Jan; Tsanakas, Andreas; Valdez, Emiliano; … - In: The journal of risk and insurance : the journal of the … 79 (2012) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10009517734
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Optimal capital allocation principles
Dhaene, Jan; Tsanakas, Andreas; Valdez, Emiliano; … - 2009
Persistent link: https://www.econbiz.de/10009126885